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68 lines
1.9 KiB
Python
68 lines
1.9 KiB
Python
import random
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import time
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from bbgo import bbgo_pb2
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from bbgo import bbgo_pb2_grpc
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class TestServicer(bbgo_pb2_grpc.BBGOServicer):
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def Subcribe(self, request, context):
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i = 0
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while True:
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for subscription in request.subscriptions:
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yield bbgo_pb2.SubscribeResponse(
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channel=subscription.channel,
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event=bbgo_pb2.Event.UPDATE,
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exchange=subscription.exchange,
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symbol=subscription.symbol + f'_{i}',
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)
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i += 1
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time.sleep(random.random())
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def SubcribeUserData(self, request, context):
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i = 0
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while True:
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yield bbgo_pb2.SubscribeResponse(
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channel=bbgo_pb2.Channel.USER,
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event=bbgo_pb2.Event.ORDER_UPDATE,
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exchange='max',
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symbol=f'user_{i}',
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)
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i += 1
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time.sleep(random.random())
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def SubmitOrder(self, request, context):
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submit_order = request.submit_order
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order = bbgo_pb2.Order(
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exchange=submit_order.exchange,
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symbol=submit_order.symbol,
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side=submit_order.side,
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quantity=submit_order.quantity,
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price=submit_order.price,
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stop_price=submit_order.stop_price,
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order_type=submit_order.order_type,
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client_order_id=submit_order.client_order_id,
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group_id=submit_order.group_id,
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)
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error = bbgo_pb2.Error(error_code=0, error_message='')
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return bbgo_pb2.SubmitOrderResponse(order=order, error=error)
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def CancelOrder(self, request, context):
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pass
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def QueryOrder(self, request, context):
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pass
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def QueryOrders(self, request, context):
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pass
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def QueryTrades(self, request, context):
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pass
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def QueryKLines(self, request, context):
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pass
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